STRUCTURE SELECTION FOR BOUNDED-PARAMETER MODELS - CONSISTENCY CONDITIONS AND SELECTION CRITERION

被引：31

作者：

VERES, SM

NORTON, JP

机构：

[1] School of Electronic and Electrical Engineering, University of Birmingham

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1991年 / 36卷 / 04期

关键词：

D O I：

10.1109/9.75105

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper studies strong-consistency conditions for structure selection in bounded-parameter models. A new robust selection criterion, based on the volume of the exact parameter-bounding polytope, is proposed for linear regression models. Its strong consistency is proved for a large class of noise distributions; the usual assumptions on the noise, namely independence, constant variance, or martingale difference properties, need not be made but asymptotic independence is assumed.

引用

页码：474 / 481

页数：8

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